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He has admitted the murder of Pc Hughes, 23, and Pc Bone, 32, in Hattersley, Greater Manchester, in September last year.

He denies the Manchester murders of David and Mark Short in the months before, and is currently on trial.

Dr James Collins, a consultant forensic psychiatrist told Preston Crown Court today of statements made by Cregan during three interviews while he was on remand.

In one interview he admitted all four killings, it was said.

Dr Collins said Cregan told him David Short had threatened to rape his sister and his son, and he was worried that the Shorts’ would harm his loved ones.

Dr Collins, quoting Cregan from notes he made, said: "'I used to get visions of them killing my son, perhaps by a stray bullet. I was also worried about my mother and brother. Since I lost my eye it's been worse.

"I thought if I killed David Short I thought all these thoughts would go away. I did feel better after killing him. I felt better for a couple of days but all the thoughts came back. The paranoia was so bad I used to just sit in the house on my own.

"David Short was the biggest threat. I felt quite good about myself when I killed him'."

He said to the doctor that he had had thoughts of killing the man for five years.

"I couldn't get him out of my head. It was on my mind constantly, I could not put the thoughts away,” he added

"I thought if I kill him, maybe I will get a rest. When I was having my fantasies I used to think about stabbing him repeatedly, smashing his head with a hammer and cutting his head off.

"I shot David Short point-blank in the head, three times, but I would have preferred it if I would've used a knife.

"I felt calm before killing David Short but, after, a big relief rushed through my body.

"If I'd had time, I would have cut his head off and arms and legs. I would've gone and got a knife from the kitchen and used that."

When Mark Short was murdered on May 25 last year Cregan had been to the gym and drunk 10 bottles of Peroni before taking some cocaine, he said during the prison interviews.

He then described going to the in the Cotton Tree Pub in Droylsden, Manchester, and shooting John Short, Michael Belcher and Mark Short - but David Short was in the toilet.

Mark was hit in the neck and died in his father's arms. After the killing David’s threats increased, Cregan claimed.

He told Dr Collins: "David Short had previously told me if I killed him, Mark and John would kill me.

"I was not really bothered about the others. I just wanted to kill David Short. The night I shot David Short I had the best sleep of my life."

He said the threats from David told him that the “gloves were off” after the pub shooting and he was “always going to kill him”.